+149.3%
TRMB vs FIVE
+822.5%
-673.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -16.7% | -0.3% | -16.4% | -17.0% |
| 30D | -9.9% | +17.7% | -27.6% | -14.1% |
| 3M | -7.6% | +4.0% | -11.6% | -9.4% |
| 6M | -14.7% | +2.6% | -17.3% | -16.6% |
| YTD | -30.9% | +27.6% | -58.5% | -36.5% |
| 1Y | -31.3% | +59.9% | -91.3% | -40.6% |
| 3Y | +29.4% | +35.8% | -6.4% | +9.3% |
| 5Y | -37.4% | +14.4% | -51.8% | -46.1% |
| 10Y | +109.2% | +576.1% | -467.0% | +20.9% |
| All | +149.3% | +822.5% | -673.2% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling